If you are planning to share an encrypted volume between Linux/OSX and
Windows (I will assume you are sharing it on Dropbox, but you could use
any similar service) and you are using
EncFS under Linux/OSX and
BoxCryptor under Windows, there are
some specifig settings to use when you create the EncFS volume. Infact
even if BoxCryptor claims to be "encfs compatible", it's not 100%.

Suppose you want to create an encrypted volume located at
\$HOME/.TestTmpEncrypted and mounted at \$HOME/TestTmp you need
the following command:

andrea-Inspiron-660:~ andrea $ encfs ~/.TestTmpEncrypted ~/TestTmp

answer "Y" when you are asked if you want to create the folders:

The directory "/home/andrea/.TestTmpEncrypted/" does not exist. Should it be created? (y,n) y
The directory "/home/andrea/TestTmp" does not exist. Should it be created? (y,n) y

At this point you will need to select between default paranoia mode or
advanced mode. Please choose the advanced one (x):

Creating new encrypted volume.
Please choose from one of the following options:
enter "x" for expert configuration mode,
enter "p" for pre-configured paranoia mode,
anything else, or an empty line will select standard mode.
?> x

Please select a key size in bits. The cypher you have chosen
supports sizes from 128 to 256 bits in increments of 64 bits.
For example:
128, 192, 256
Selected key size: 256
Using key size of 256 bits

Choose 1024 as block size:

Select a block size in bytes. The cypher you have chosen
supports sizes from 64 to 4096 bytes in increments of 16.
Alternatively, just press enter for the default (1024 bytes)
filesystem block size:
Using filesystem block size of 1024 bytes

Enable filename initialization vector chaining?
This makes filename encoding dependent on the complete path,
rather then encoding each path element individually.
The default here is Yes.
Any response that does not begin with 'n' will mean Yes: no

Do NOT enable per-file initialization vectors:

Enable per-file initialization vectors?
This adds about 8 bytes per file to the storage requirements.
It should not affect performance except possibly with applications
which rely on block-aligned file io for performance.
The default here is Yes.
Any response that does not begin with 'n' will mean Yes: no

Do NOT enable external chained IV:

External chained IV disabled, as both 'IV chaining'
and 'unique IV' features are required for this option.
Enable block authentication code headers
on every block in a file? This adds about 12 bytes per block
to the storage requirements for a file, and significantly affects
performance but it also means [almost] any modifications or errors
within a block will be caught and will cause a read error.
The default here is No.
Any response that does not begin with 'y' will mean No: no

Do NOT enable random bytes to each block header:

Add random bytes to each block header?
This adds a performance penalty, but ensures that blocks
have different authentication codes. Note that you can
have the same benefits by enabling per-file initialisation
vectors, which does not come with as great a performance
penalty.
Select a number of bytes, from 0 (no random bytes) to 8: 0

Enable file-hole pass-through:

Enable file-hole pass-through?
This avoids writing encrypted blocks when file holes are created.
The default here is Yes.
Any response that does not begin with 'n' will mean Yes: yes

Finally you will see:

Configuration finished. The filesystem to be created has
the following properties:
Filesystem cypher: "ssl/aes", version 3:0:2
Filename encoding: "nameio/stream", version 2:1:2
Key Size: 256 bits
Block Size: 1024 bytes
File holes passed through to ciphertext.

At this point set a passphrase for your new volume:

Now you will need to enter a password for your filesystem.
You will need to remember this password, as there is absolutely
no recovery mechanism. However, the password can be changed
later using encfsctl.
New Encfs Password:
Verify Encfs Password: